In this paper we apply statistical inference techniques to build neural network models which are able to explain the prices of call options written on the German stock index DAX. By testing for the explanatory power of several variables serving as network inputs, some insight into the pricing proces
A neural network model for estimating option prices
โ Scribed by Mary Malliaris; Linda Salchenberger
- Publisher
- Springer US
- Year
- 1993
- Tongue
- English
- Weight
- 982 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0924-669X
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